Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment

DOI10.1080/01621459.2019.1574583zbMath1428.62515arXiv1707.06107OpenAlexW2903833540MaRDI QIDQ5208054

Chris J. Oates, Jon Cockayne, Mark A. Girolami, Robert G. Aykroyd

Publication date: 15 January 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1707.06107

zbMATH Keywords

inverse problemspartial differential equationssequential Monte Carloelectrical tomographyprobabilistic meshless methods

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Monte Carlo methods (65C05)

Related Items (11)

A probabilistic finite element method based on random meshes: a posteriori error estimators and Bayesian inverse problems ⋮ Bayes linear analysis for ordinary differential equations ⋮ Images of Gaussian and other stochastic processes under closed, densely-defined, unbounded linear operators ⋮ De-noising by thresholding operator adapted wavelets ⋮ A modern retrospective on probabilistic numerics ⋮ Bayesian numerical methods for nonlinear partial differential equations ⋮ Probabilistic integration: a role in statistical computation? ⋮ Rejoinder: ``Probabilistic integration: a role in statistical computation? ⋮ Bayesian Probabilistic Numerical Methods ⋮ A Bayesian conjugate gradient method (with discussion) ⋮ Estimation of Ordinary Differential Equation Models with Discretization Error Quantification

Uses Software

• EIDORS

Cites Work

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